Dear Greg, thank you for your reply - that is very helpful! regards Avril "Greg Snow" <[EMAIL PROTECTED]> wrote: > As an alternative you could try quantile regression (find a regression > line for the 95th percentile), if the relationship between max(y) and x > is only due to more points (and therefore more oportunities for large > values) then the estimated quantile lines should not differ > significantly from 0. > > Try the following (where the truth is no relationship): > > set.seed(2) > > x <- rep(1:10, 1:10) > y <- rexp(55, 1) > > plot(x,y) > > cor.test( 1:10, tapply( y, x, max ) ) > > library(quantreg) > fit <- rq( y ~ x, tau=c(0.5, 0.95) ) > summary(fit) > > > Notice that the cor.test is significant, but that the confidence > intervals for the slopes both include 0. > > Hope this helps, > > -- > Gregory (Greg) L. Snow Ph.D. > Statistical Data Center > Intermountain Healthcare > [EMAIL PROTECTED] > (801) 408-8111 > > > > > -----Original Message----- > > From: [EMAIL PROTECTED] > > [mailto:[EMAIL PROTECTED] On Behalf Of Avril Coghlan > > Sent: Thursday, November 22, 2007 5:46 AM > > To: [EMAIL PROTECTED] > > Cc: [EMAIL PROTECTED] > > Subject: [R] question about extreme value distribution > > > > Hello, > > > > I have a question about using extreme > > value distribution in R. > > > > I have two variables, X and Y, and have pairs of points > > (X1,Y1),(X2,Y2), (X3,Y3) etc. > > When I plot X against Y, it looks > > like the maximum value of Y (for a particular X) is correlated with X. > > > > Indeed, when I bin the data by X-value into equally sized > > bins, and test whether the maximum value of Y for a bin is > > correlated with the mean X for the bin, there is a > > significant correlation between max(Y) and X. However, I am > > not very happy with this because there is not an equal number > > of data points in each bin. > > > > I imagine that there is a better statistical test that I > > could use, if I could fit an extreme value distribution to the Y data. > > However, I'm not sure how to do this. > > I am wondering is there a way to use the extreme value > > distribution functions in R to test the hypothesis that the > > maximum of Y (for a particular X) is correlated with X? > > > > I would appreciate advice very much. > > > > regards > > Avril Coghlan > > > > > > > > > > > > > > > > -- > > The Wellcome Trust Sanger Institute is operated by Genome > > Research Limited, a charity registered in England with > > number 1021457 and a company registered in England with > > number 2742969, whose registered office is 215 Euston Road, > > London, NW1 2BE. > > > > ______________________________________________ > > R-help@r-project.org mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide > > http://www.R-project.org/posting-guide.html > > and provide commented, minimal, self-contained, reproducible code. > > >
______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
